Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49622.38 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45561.17 Kr¶

PnL: ---------------------------------------> 505.17 Kr¶

DD now: ---------------------------------> -6.585 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:38:00.442321'

Anic Portfolio¶

Today¶

Return: 1.533 %¶

This Week¶

Return: 0.647 %¶

Total portfolio value¶

Return including deposits: 62.451 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.760000 1673.460000 204.460000 13.920000 1468.999998
Sedana Medical 93 4.130000 2674.680000 153.680000 6.100000 2521.000011
Orrön Energy 180 5.470000 2169.000000 126.000000 6.170000 2043.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
Atrium Ljungberg B 5 4.300000 993.500000 58.500000 6.260000 935.000000
JM 6 4.030000 913.200000 49.200000 5.690000 864.000000
Catena 2 4.330000 838.000000 46.000000 5.810000 792.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
Hexatronic Group 12 3.670000 1003.680000 36.680000 3.790000 966.999996
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.690000 915.200000 15.200000 1.690000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 1.110000 953.400000 12.400000 1.320000 940.999997
VEF 909 2.400000 1861.630000 11.630000 0.630000 1850.000436
Clas Ohlson B 12 0.740000 981.600000 8.600000 0.880000 972.999996
Byggmax Group 33 1.110000 963.600000 7.600000 0.790000 956.000001
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
EQT 4 0.920000 835.600000 3.600000 0.430000 832.000000
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 -0.080000 775.200000 -3.800000 -0.490000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Addnode Group B 11 0.060000 902.000000 -19.000000 -2.060000 921.000003
SKF B 5 -1.660000 916.500000 -23.500000 -2.500000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 2.020000 1184.500000 -33.500000 -2.750000 1218.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.100000 818.800000 -38.200000 -4.460000 857.000000
Hexagon B 26 0.880000 3420.300000 -40.700000 -1.180000 3461.000010
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
BHG Group 97 2.430000 1388.070000 -70.930000 -4.860000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45561.170000 505.170000 -6.58499% 45056.000411

Updated:¶

'2023-07-04 15:38:18.369170'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶